+341.5%
TSM vs AMC
-58.4%
+399.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +3.0% |
| 7D | -2.5% | +6.6% | -9.1% | -2.8% |
| 30D | -14.3% | +14.1% | -28.4% | -14.9% |
| 3M | -7.2% | +31.3% | -38.5% | -8.8% |
| 6M | -5.1% | +126.7% | -131.8% | -10.4% |
| YTD | +28.9% | +117.9% | -89.1% | +21.4% |
| 1Y | +37.1% | +41.1% | -4.0% | +31.7% |
| 3Y | +341.5% | -61.0% | +402.4% | +342.9% |
| All | +341.5% | -58.4% | +399.9% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling